Arbor Systems and Gencore stocks both have a volatility of 38%. Compute the volatility of a portfolio with 50% invested in each stock if the correlation between the stocks is (a) +1.00, (b) 0.50, (C) 0.00,(d) - 0.50, and (e) - 1.00. In which of the cases is the volatility lower than that of the original stocks? Arbor Systems and Gencore stocks both have a volatility of 38%. Compute the volatility of a portfolio with 50% invested in each stock if the correlation between the stocks is (a) +1.00, (b) 0.50, (C) 0.00,(d) - 0.50, and (e) - 1.00. In which of the cases is the volatility lower than that of the original stocks